Solving Mathematical Programs with Equilibrium Constraints
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DOI: 10.1007/s10957-014-0699-z
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References listed on IDEAS
- Holger Scheel & Stefan Scholtes, 2000. "Mathematical Programs with Complementarity Constraints: Stationarity, Optimality, and Sensitivity," Mathematics of Operations Research, INFORMS, vol. 25(1), pages 1-22, February.
- J. J. Ye & X. Y. Ye, 1997. "Necessary Optimality Conditions for Optimization Problems with Variational Inequality Constraints," Mathematics of Operations Research, INFORMS, vol. 22(4), pages 977-997, November.
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- Yogendra Pandey & S. K. Mishra, 2018. "Optimality conditions and duality for semi-infinite mathematical programming problems with equilibrium constraints, using convexificators," Annals of Operations Research, Springer, vol. 269(1), pages 549-564, October.
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- Jean-Pierre Dussault & Mounir Haddou & Abdeslam Kadrani & Tangi Migot, 2020. "On Approximate Stationary Points of the Regularized Mathematical Program with Complementarity Constraints," Journal of Optimization Theory and Applications, Springer, vol. 186(2), pages 504-522, August.
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Keywords
Mathematical program with equilibrium constraints; Clarke/Mordukhovich/strong stationarity; Levenberg–Marquardt method; Error bound;All these keywords.
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